+25.4%
TMO vs HUT
-2.9%
+28.2%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -23.2% | +24.4% | +2.3% |
| 7D | +0.3% | -29.5% | +29.8% | +1.8% |
| 30D | +4.3% | -45.2% | +49.5% | +7.1% |
| 3M | +25.1% | -51.6% | +76.8% | +28.8% |
| 6M | +52.9% | -37.3% | +90.2% | +52.6% |
| YTD | +22.2% | +6.5% | +15.7% | +17.0% |
| 1Y | +25.4% | +1.7% | +23.6% | +20.3% |
| All | +25.4% | -2.9% | +28.2% | +20.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HUT.
Daily Out/Under-Performance
Portfolio return minus HUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded HUT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling